Currency currency = currencyBeanToCurrency(bean.getCurrency());
ZonedDateTime firstObservationDate = zonedDateTimeBeanToDateTimeWithZone(bean.getFirstObservationDate());
ZonedDateTime lastObservationDate = zonedDateTimeBeanToDateTimeWithZone(bean.getLastObservationDate());
Frequency observationFrequency = frequencyBeanToFrequency(bean.getObservationFrequency());
ExternalId region = externalIdBeanToExternalId(bean.getRegion());
ZonedDateTime settlementDate = zonedDateTimeBeanToDateTimeWithZone(bean.getSettlementDate());
ExternalId spotUnderlingId = externalIdBeanToExternalId(bean.getSpotUnderlyingIdentifier());
return new EquityVarianceSwapSecurity(spotUnderlingId, currency, bean.getStrike(), bean.getNotional(),
bean.isParameterisedAsVariance(), bean.getAnnualizationFactor(), firstObservationDate, lastObservationDate, settlementDate, region, observationFrequency);
}